Hello Everyone,
I have a panel dataset with approximately 5300 observations and I am analysing if a firm's ESG score has a significant influence on the firm's stock price including several control variables.
Therefore, I use the following regression command:
reghdfe prcc_f ESG_score epspx bkvlps size leverage rd market_to_book invest_a, absorb(Ticker Year) vce(robust)
Does this command make sense or how do I interpret it correctly (With vce(robust) I want to eliminate the problem of heteroskedasticity)?
Thank you very much in advance!
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